CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0202 |
1.0222 |
0.0020 |
0.2% |
0.9963 |
| High |
1.0251 |
1.0242 |
-0.0009 |
-0.1% |
1.0211 |
| Low |
1.0145 |
1.0041 |
-0.0104 |
-1.0% |
0.9940 |
| Close |
1.0231 |
1.0051 |
-0.0180 |
-1.8% |
1.0186 |
| Range |
0.0106 |
0.0201 |
0.0095 |
89.6% |
0.0271 |
| ATR |
0.0126 |
0.0131 |
0.0005 |
4.3% |
0.0000 |
| Volume |
173,061 |
143,373 |
-29,688 |
-17.2% |
636,329 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0584 |
1.0162 |
|
| R3 |
1.0513 |
1.0383 |
1.0106 |
|
| R2 |
1.0312 |
1.0312 |
1.0088 |
|
| R1 |
1.0182 |
1.0182 |
1.0069 |
1.0147 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0094 |
| S1 |
0.9981 |
0.9981 |
1.0033 |
0.9946 |
| S2 |
0.9910 |
0.9910 |
1.0014 |
|
| S3 |
0.9709 |
0.9780 |
0.9996 |
|
| S4 |
0.9508 |
0.9579 |
0.9940 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0827 |
1.0335 |
|
| R3 |
1.0654 |
1.0556 |
1.0261 |
|
| R2 |
1.0383 |
1.0383 |
1.0236 |
|
| R1 |
1.0285 |
1.0285 |
1.0211 |
1.0334 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0137 |
| S1 |
1.0014 |
1.0014 |
1.0161 |
1.0063 |
| S2 |
0.9841 |
0.9841 |
1.0136 |
|
| S3 |
0.9570 |
0.9743 |
1.0111 |
|
| S4 |
0.9299 |
0.9472 |
1.0037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0251 |
1.0041 |
0.0210 |
2.1% |
0.0120 |
1.2% |
5% |
False |
True |
139,095 |
| 10 |
1.0251 |
0.9916 |
0.0335 |
3.3% |
0.0122 |
1.2% |
40% |
False |
False |
129,821 |
| 20 |
1.0251 |
0.9852 |
0.0399 |
4.0% |
0.0121 |
1.2% |
50% |
False |
False |
128,707 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
8.1% |
0.0152 |
1.5% |
24% |
False |
False |
134,718 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0144 |
1.4% |
40% |
False |
False |
90,689 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0134 |
1.3% |
40% |
False |
False |
68,089 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0131 |
1.3% |
35% |
False |
False |
54,490 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0124 |
1.2% |
30% |
False |
False |
45,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1096 |
|
2.618 |
1.0768 |
|
1.618 |
1.0567 |
|
1.000 |
1.0443 |
|
0.618 |
1.0366 |
|
HIGH |
1.0242 |
|
0.618 |
1.0165 |
|
0.500 |
1.0142 |
|
0.382 |
1.0118 |
|
LOW |
1.0041 |
|
0.618 |
0.9917 |
|
1.000 |
0.9840 |
|
1.618 |
0.9716 |
|
2.618 |
0.9515 |
|
4.250 |
0.9187 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0142 |
1.0146 |
| PP |
1.0111 |
1.0114 |
| S1 |
1.0081 |
1.0083 |
|